Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-10 0.503845 0.565147 0.634855 0.720855 0.825328 0.949773 1.111799
2025-08-17 0.410359 0.480493 0.565750 0.679283 0.830180 1.029631 1.324051
2025-08-24 0.359465 0.434240 0.529749 0.664677 0.857597 1.136491 1.599022
2025-08-31 0.340409 0.423564 0.534972 0.701946 0.959644 1.370992 2.155042
2025-09-07 0.312927 0.397405 0.514439 0.697510 0.996772 1.513515 2.623113
2025-09-14 0.288468 0.372273 0.491504 0.684619 1.015908 1.628726 3.100314
2025-09-21 0.270231 0.353873 0.475822 0.679896 1.046674 1.773710 3.742610
2025-09-28 0.252363 0.334273 0.456020 0.665168 1.055734 1.876971 4.358968
2025-10-05 0.248729 0.335226 0.467646 0.704648 1.175367 2.268588 6.314451
2025-10-12 0.250195 0.343833 0.492083 0.770417 1.366178 2.940081 10.836169
2025-10-19 0.237403 0.329095 0.476470 0.759304 1.386542 3.154072 13.722140
2025-10-26 0.227592 0.318367 0.466604 0.757828 1.429093 3.464197 18.674859
2025-11-02 0.213148 0.299993 0.443351 0.729559 1.407348 3.574333 23.012587
2025-11-09 0.198049 0.279715 0.415354 0.688666 1.346180 3.515958 25.431963
2025-11-16 0.188290 0.267651 0.400976 0.674317 1.351820 3.729823 34.805641
2025-11-23 0.186852 0.269223 0.410989 0.712647 1.511271 4.750154 100.062829
2025-11-30 0.179771 0.260796 0.401971 0.708208 1.547931 5.245207 225.797630
2025-12-07 0.172179 0.251058 0.389765 0.695063 1.555152 5.600649 579.207173
2025-12-14 0.166192 0.243757 0.381614 0.690249 1.588149 6.172097 6787.311100
2025-12-21 0.159453 0.234800 0.369686 0.675195 1.584024 6.506384 NaN
2025-12-28 0.159346 0.237440 0.380311 0.715576 1.785029 8.856177 NaN
2026-01-04 0.161632 0.244454 0.400204 0.782898 2.125349 14.282965 NaN
2026-01-11 0.156156 0.237076 0.390339 0.771519 2.143790 15.833673 NaN